deribit_basis_high_carry_fear_gated_long · strategy

closed trades

39%

win rate

-321.71

total pnl ($)

0.867

weight

7d window — n=12 wr=42% pnl=-41.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:16	BTC	Buy	60073→59482	-5.35	timeout
06-29 06:58	BTC	Buy	59987→60053	+0.07	timeout
06-29 05:50	BTC	Buy	59918→59897	-0.60	timeout
06-29 04:47	BTC	Buy	60142→59789	-3.41	timeout
06-27 21:25	BTC	Buy	59763→60376	+4.74	timeout
06-27 20:17	BTC	Buy	59744→60237	+3.74	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.44	timeout
06-26 12:43	BTC	Buy	60522→59032.5	-12.76	stop_loss
06-24 14:19	BTC	Buy	62500.1→60957.5	-12.58	stop_loss
06-24 10:59	BTC	Buy	62318.1→62419.9	+0.37	timeout
06-24 10:03	BTC	Buy	62547.1→62585.9	-0.15	timeout
06-23 08:28	BTC	Buy	63433.2→61873	-12.72	stop_loss
06-23 08:17	BTC	Buy	63987.2→62406.7	-12.73	stop_loss
06-23 03:56	BTC	Buy	63901.2→64006.8	+0.35	timeout
06-23 01:53	BTC	Buy	64538.2→63988.8	-4.73	timeout
06-22 21:16	BTC	Buy	63598.2→64337.8	+5.36	timeout
06-22 00:02	BTC	Buy	64233.2→63356.8	-7.35	timeout
06-21 21:41	BTC	Buy	63945.2→63917.8	-0.68	timeout
06-21 18:15	BTC	Buy	63816.2→63981.8	+0.84	timeout
06-20 20:33	BTC	Buy	63011.2→63829.8	+6.04	timeout
06-20 19:26	BTC	Buy	62982.1→63884.8	+6.73	timeout
06-20 16:09	BTC	Buy	63110.2→63991.8	+6.53	timeout
06-19 18:09	BTC	Buy	62677.1→63083.8	+2.77	timeout
06-19 17:20	BTC	Buy	62565.1→63057.8	+3.48	timeout
06-19 15:03	BTC	Buy	63620.2→63105.8	-4.46	timeout
06-18 15:57	BTC	Buy	63903.2→62301.7	-12.96	stop_loss
06-18 15:40	BTC	Buy	64313.2→62730.5	-12.72	stop_loss
06-18 12:28	BTC	Buy	64680.2→64130.8	-4.69	timeout
06-18 11:28	BTC	Buy	64702.2→64046.8	-5.53	timeout
06-18 10:24	BTC	Buy	64920.2→63876.8	-8.55	timeout
06-17 08:39	BTC	Buy	66628.3→64989.2	-12.83	stop_loss
06-17 08:37	BTC	Buy	66683.3→65039.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-15 21:21	BTC	Buy	64659.2→66503.7	+13.76	timeout
06-13 21:44	BTC	Buy	63517.2→64507.8	+7.32	timeout
06-13 03:30	BTC	Buy	63421.2→63489.8	+0.09	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-11 17:36	BTC	Buy	61764.1→63202.8	+11.11	timeout
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:19	BTC	Buy	61547.1→61970.9	+2.94	timeout
06-10 14:20	BTC	Buy	61711.1→61887.9	+0.95	timeout
06-09 16:06	BTC	Buy	62435.1→60882.5	-12.90	stop_loss
06-09 14:46	BTC	Buy	62768.1→61216.3	-12.81	stop_loss
06-07 05:31	BTC	Buy	60648→61766.9	+8.81	timeout
06-07 04:29	BTC	Buy	59955→61532.9	+12.71	timeout
06-06 20:12	BTC	Buy	60752→60539	-2.13	timeout
06-06 04:27	BTC	Buy	61293.1→59786.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63634.2→62068.8	-12.71	stop_loss
06-05 02:32	BTC	Buy	63176.2→62731.9	-3.94	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64387.2→62800.4	-12.76	stop_loss
06-04 00:29	BTC	Buy	65098.3→63497.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 19:55	BTC	Buy	66877.3→65231.1	-12.81	stop_loss
06-03 16:23	BTC	Buy	67354.4→65696.8	-12.78	stop_loss
06-03 03:43	BTC	Buy	67411.4→65738.8	-12.86	stop_loss
06-03 03:28	BTC	Buy	67725.4→66058.6	-12.76	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:23	BTC	Buy	69680.5→67962.6	-12.79	stop_loss
06-02 14:09	BTC	Buy	70185.5→68459.3	-12.77	stop_loss
06-02 12:17	BTC	Buy	70963.5→69216.9	-12.81	stop_loss
06-02 09:02	BTC	Buy	71340.6→69584.7	-12.80	stop_loss
06-01 15:25	BTC	Buy	73910.7→71111.9	-19.49	stop_loss
06-01 15:25	BTC	Buy	73508.7→71111.9	-16.88	stop_loss
06-01 15:25	BTC	Buy	73622.7→71111.9	-17.63	stop_loss
05-31 17:39	BTC	Buy	73874.7→73691.3	-1.74	timeout
05-31 15:41	BTC	Buy	73841.7→73679.3	-1.59	timeout
05-31 13:48	BTC	Buy	73750.7→73859.3	+0.27	timeout
05-31 11:38	BTC	Buy	73593.7→73922.3	+1.64	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout
05-30 12:20	BTC	Buy	73338.7→73627.3	+1.47	timeout
05-30 11:09	BTC	Buy	73622.7→73597.3	-0.68	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout
05-30 07:52	BTC	Buy	73398.7→73486.3	+0.11	timeout
05-30 06:36	BTC	Buy	73677.7→73674.3	-0.51	timeout
05-29 10:49	BTC	Buy	73512.7→73571.3	-0.10	timeout
05-29 09:43	BTC	Buy	73443.7→73790.3	+1.84	timeout
05-29 08:38	BTC	Buy	73242.7→73767.3	+3.12	timeout
05-29 07:35	BTC	Buy	73367.7→73458.3	+0.10	timeout
05-29 06:33	BTC	Buy	72826.6→73387.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

-321.71

total pnl ($)

-75.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	85	39%	-75.3	-321.71

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…